Non-Linearities and Persistence in US Long-Run Interest Rates
Year of publication: |
[2021]
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Martin-Valmayor, Miguel |
Publisher: |
[S.l.] : SSRN |
Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (11 p) |
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Series: | CESifo Working Paper ; No. 8744 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3744607 [DOI] |
Classification: | C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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